Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.5339
Abstract: This article deals with stochastic linear quadratic (LQ) control by using random parameter‐dependent truncated balanced realization (RPD‐TBR). The main contribution of the article is theoretical formulation to approximate high‐order stochastic LQ control problems, using the… read more here.
Keywords: stochastic linear; random parameter; parameter; quadratic control ... See more keywords
Necessary conditions in stochastic linear quadratic problems and their applications
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2018.09.013
Abstract: Abstract Stochastic linear quadratic optimal control problems are considered. A unified approach is proposed to treat the necessary optimality conditions of closed-loop optimal strategies and open-loop optimal controls. Notice that the former notion does not… read more here.
Keywords: closed loop; linear quadratic; loop optimal; necessary conditions ... See more keywords
The underdamped Brownian duet and stochastic linear irreversible thermodynamics.
Sign Up to like & getrecommendations! Published in 2017 at "Chaos"
DOI: 10.1063/1.5001187
Abstract: Building on our earlier work [Proesmans et al., Phys. Rev. X 6, 041010 (2016)], we introduce the underdamped Brownian duet as a prototype model of a dissipative system or of a work-to-work engine. Several recent… read more here.
Keywords: stochastic linear; thermodynamics; duet stochastic; brownian duet ... See more keywords
Iterative Solution Process for Multiple Objective Stochastic Linear Programming Problems Under Fuzzy Environment
Sign Up to like & getrecommendations! Published in 2018 at "Fuzzy Information and Engineering"
DOI: 10.1080/16168658.2020.1750871
Abstract: This article presents one interactive algorithm, and thereby determines the Pareto optimal solution to multi-objective stochastic linear programming (MOSLP) problems in real-life oriented fuzzy environment. Among the various objective functions, there always exists one objective… read more here.
Keywords: stochastic linear; fuzzy environment; linear programming; solution ... See more keywords
Output Feedback Control via Bisimulation of Stochastic Linear Systems
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2018.2851195
Abstract: The characterization of the behavior that can be achieved by a plant when interconnected with a controller is a topic widely investigated in mathematical systems theory. In this regard, many results have been obtained for… read more here.
Keywords: output feedback; control; linear systems; stochastic linear ... See more keywords
Robust solutions to box-constrained stochastic linear variational inequality problem
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-017-1529-2
Abstract: We present a new method for solving the box-constrained stochastic linear variational inequality problem with three special types of uncertainty sets. Most previous methods, such as the expected value and expected residual minimization, need the… read more here.
Keywords: stochastic linear; linear variational; box constrained; constrained stochastic ... See more keywords
Parallel Implementation of Augmented Lagrangian Method within L-Shaped Method for Stochastic Linear Programs
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DOI: 10.2298/fil1703799b
Abstract: In this paper, we study two-stage stochastic linear programming (SLP) problems with fixed recourse. The problem is often large scale as the objective function involves an expectation over a discrete set of scenarios. This paper… read more here.
Keywords: stochastic linear; lagrangian method; parallel implementation; method ... See more keywords
A Game - Theoretic Model for a Stochastic Linear Quadratic Tracking Problem
Sign Up to like & getrecommendations! Published in 2023 at "Axioms"
DOI: 10.3390/axioms12010076
Abstract: In this paper, we solve a stochastic linear quadratic tracking problem. The controlled dynamical system is modeled by a system of linear Itô differential equations subject to jump Markov perturbations. We consider the case when… read more here.
Keywords: problem; system; quadratic tracking; stochastic linear ... See more keywords